Robust and sparse estimation of graphical models based on multivariate winsorization (Q6606408)
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scientific article; zbMATH DE number 7914302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust and sparse estimation of graphical models based on multivariate winsorization |
scientific article; zbMATH DE number 7914302 |
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Robust and sparse estimation of graphical models based on multivariate winsorization (English)
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16 September 2024
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Gaussian graphical model
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precision matrix
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sparse robust estimation
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cellwise contamination
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winsorization
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